Results 51 to 60 of about 4,917 (191)
PERUMUSAN PORTOFOLIO DINAMIS CRYPTOCURRENCY DENGAN SAHAM-SAHAM LQ45
Jurnal Ilmu Sosial dan Humaniora, 2019 Penelitian ini bertujuan untuk menganalisis kinerja portofolio yang dibentuk antara cryptocurrency dengan indeks LQ45 apakah memiliki kinerja yang lebih baik daripada portofolio yang hanya dibentuk dari indeks LQ45 saja.
Anggreini Pamilangan +1 more
doaj +1 more source
Trading Games: Beating Passive Strategies in the Bullish Crypto Market
Journal of Futures Markets, Volume 45, Issue 11, Page 1911-1933, November 2025.ABSTRACT This study examines the effectiveness of cointegrated pairs trading in cryptocurrency markets, introducing systematic parameter optimization within the trading framework. The analysis is conducted using a dataset comprising ten major cryptocurrencies, selected based on market capitalization and consensus mechanism, spanning the period from ...
Rafael Baptista Palazzi
wiley +1 more source
Portfolio Selection and Optimization in Romanian and Polish Stock Markets
Studies in Business and EconomicsThis research aims to explore the selection and optimization of stocks from two Eastern European markets, Romania and Poland, starting from the maximum return criterion, downside risk, and Sortino ratio when building a portfolio.
Șerban Radu-Alexandru +2 more
doaj +1 more source
Alternative measures and decomposition of mutual funds portfolio performance [PDF]
Bankarstvo, 2018 In addition to the well-established and most commonly used portfolio performance measures, both in theory and practice - the Sharpe ratio, the Treynor ratio and the Jensen's or alpha index, the financial literature also includes other alternative ...
Leković Miljan
doaj
Outperformance in exchange traded fund pricing deviations: generalised control of data snooping bias [PDF]
, 2014 An investigation into Exchange Traded Fund (ETF) outperformance during the period 2008-2012 is undertaken utilising a data set of 288 US traded securities.
Cummins, Mark +2 more
core +1 more source
Commodity Option Return Predictability
Journal of Futures Markets, Volume 45, Issue 10, Page 1544-1578, October 2025.ABSTRACT This paper investigates the predictability of delta‐hedged commodity option returns using 103 predictors. We estimate several linear and nonlinear machine learning models and forecast ensembles using futures options data on seven commodities.
Constant Aka +2 more
wiley +1 more source
News Sentiment and Commodity Futures Investing
Journal of Futures Markets, Volume 45, Issue 10, Page 1740-1756, October 2025.ABSTRACT We investigate the role of media news sentiment in commodity futures investing. The weekly rebalanced long‐short portfolio sorted by news sentiment generates a significant average annualized return of around 8.3% after transaction costs. The time‐series spanning test reveals that the abnormal return of the long‐short portfolio sorted by news ...
Chi Yeguang, Lina El‐Jahel, Thanh Vu
wiley +1 more source
Real estate investment trusts: A price-based risk-adjusted performance study in South Africa
Acta CommerciiOrientation: The study examined the price-based, risk-adjusted return performance of South African real estate investment trusts (REITs) relative to alternative benchmark investments.
Jonathan Tembo, Chioma Okoro
doaj +1 more source
Constrained flash sintering of gadolinium‐doped ceria thin layers
Journal of the American Ceramic Society, Volume 108, Issue 10, October 2025.Abstract Flash sintering is a novel technology, which enables densification of ceramics in seconds to minutes at moderate furnace temperatures. To date, it has mostly been demonstrated on samples with simple geometries like dog bones, bars, or cylinders, which are quite far from real applications.
Luca Balice +7 more
wiley +1 more source
Multiobjective approach to portfolio optimization in the light of the credibility theory
Technological and Economic Development of Economy, 2020 The present research proposes a novel methodology to solve the problems faced by investors who take into consideration different investment criteria in a fuzzy context.
Fernando Garcia +4 more
doaj +1 more source